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A remark on the stability of the l.m.s. tracking algorithm

 

作者: P. Priouret,   A.Yu Veretenikov,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1998)
卷期: Volume 16, issue 1  

页码: 119-129

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809521

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We give anLpstability result for the random matrix solutionZnofwhere ønis an unbounded regressor having a Markovian representation

 

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